+113.8%
SYY vs EQNR
+416.8%
-303.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +3.9% | +6.4% | -2.5% | +2.1% |
| 30D | -1.7% | +10.4% | -12.1% | -4.6% |
| 3M | +5.2% | +23.1% | -17.9% | -1.7% |
| 6M | -0.2% | +36.3% | -36.5% | -11.3% |
| YTD | +15.4% | +96.0% | -80.6% | -9.4% |
| 1Y | +5.6% | +94.2% | -88.6% | -17.1% |
| 3Y | +28.9% | +75.3% | -46.4% | +1.3% |
| 5Y | +24.1% | +187.2% | -163.1% | -28.2% |
| All | +113.8% | +416.8% | -303.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling